Get it off the bike
There's no way to do this properly without taking it off the bike. Do that now.
Wash it
Hot water and dish soap for the win here. Use chinese/curry takeaway plastic boxes to contain the horror.
Degrease
Grab some random degreaser from a DIY shop. White spirit is evil - don't use that. The 5 litre bulk degreaser is fine.
Soak the chain in some of that for 10 minutes or so. Poke it about while it's soaking.
Rinse
Yup.
Ultrasonic degrease
Get a cheap-ass jewellery cleaner bath off amazon or ebay or whatever. They're all the same. They all work.
Stick the chain in, and cover with degreaser. Run the bath for 10 minutes or so. Be amazed by the amount of shite that come out of the chain.
Keep doing this with fresh degreaser until you can see the bottom of the bath after the cleaner's been run.
Ultrasonic rinse
Run the chain in the ultrasonic bath with plain water.
Keep doing this with fresh water until you can't smell the degreaser any more.
Dry
Stick the chain in the oven at 60 degrees C or so for as long as you can bear. I dunno. Half an hour? An hour? Get that shit real dry.
Reinstall
Put the chain back on the bike. You should probably have cleaned the rest of the chainset in the mean time. You can use the ultrasonic bath and degreaser for that too.
Relube
Grab your favourite lube and put a drop on every roller. Run the chain backwords for a few second.
Relax for 10 minutes.
Repeat.
Grab a clean-ish cloth an run the chain through it to take off the excess lube.